antshi/ffData: Automatic download of returns data from the Kenneth R. French Data Library

Contains functions for automatically downloading returns data from the Kenneth R. French data library. The user can define start and end dates for the download, returns type (only one type of returns can be downloaded at a time) and subtype, and further relevant criteria such as dividends, NAs removal etc. The time-series of the respective returns are downloaded and then saved in a convenient .csv-format.

install.packages("remotes")
remotes::install_github("antshi/ffData")